R Under development (unstable) (2024-02-17 r85935 ucrt) -- "Unsuffered Consequences" Copyright (C) 2024 The R Foundation for Statistical Computing Platform: x86_64-w64-mingw32/x64 R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under certain conditions. Type 'license()' or 'licence()' for distribution details. R is a collaborative project with many contributors. Type 'contributors()' for more information and 'citation()' on how to cite R or R packages in publications. Type 'demo()' for some demos, 'help()' for on-line help, or 'help.start()' for an HTML browser interface to help. Type 'q()' to quit R. > require("dse") Loading required package: dse Loading required package: tfplot Loading required package: tframe Attaching package: 'dse' The following objects are masked from 'package:stats': acf, simulate > Sys.info() sysname release version nodename machine "Windows" "Server x64" "build 20348" "CRANWIN3" "x86-64" login user effective_user "CRAN" "CRAN" "CRAN" > DSEversion() setRNG tframe dse "2024.2-1" "2015.12-1.1" "2024.2-1" > > fuzz <- 1e-6 > digits <- 18 > all.ok <- TRUE > > test.rng <- list(kind="Wichmann-Hill",seed=c(979,1479,1542),normal.kind="Box-Muller") > > testModel <- SS(F=diag(1,3), H=matrix(c(1,0,0,1,0,0),2,3), + Q=diag(0.5, 3, 3), R=diag(1.1, 2,2), + description="test model", output.names=c("output 1", "output 2")) > > z <- simulate(testModel, rng=test.rng) > > if(! testEqual(z, simulate(testModel, rng=test.rng, compiled=FALSE),fuzz=1e-14)) + {cat("compiled and S versions of simulate differ!!!!!") + all.ok <- FALSE + } > > estModel <- estMaxLik(testModel, z) > > #good <- 293.91258790365771 before simulate fix for w instead of e in non-innov models (Oct 2004) > good <- 340.556405433164741 > tst <- estModel$estimates$like[1] > error <- max(abs(good - tst)) > cat("max. error ", max(error), "\n") max. error 5.024958e-11 > > if (any(is.na(error)) || any(is.nan(error)) || fuzz < error) + {printTestValue(c(tst), digits=18) + all.ok <- FALSE + } > > if (! all.ok) stop("some tests FAILED") > > > proc.time() user system elapsed 0.46 0.04 0.50